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Develops algorithms for fitting, prediction, simulation and initialization of the following models (1)- hidden hybrid Markov/semi-Markov model, introduced by Guedon (2005) <doi:10.1016/j.csda.2004.05.033>, (2)- nonparametric mixture of B-splines emissions (Langrock et al., 2015 <doi:10.1111/biom.12282>), (3)- regime switching regression model (Kim et al., 2008 <doi:10.1016/j.jeconom.2007.10.002>) and auto-regressive hidden hybrid Markov/semi-Markov model, (4)- spline-based nonparametric estimation of additive state-switching models (Langrock et al., 2018 <doi:10.1111/stan.12133>) (5)- robust emission model proposed by Qin et al, 2024 <doi:10.1007/s10479-024-05989-4> (6)- several emission distributions, including mixture of multivariate normal (which can also handle missing data using EM algorithm) and multi-nomial emission (for modeling polymer or DNA sequences) (7)- tools for prediction of future state sequence, computing the score of a new sequence, splitting the samples and sequences to train and test sets, computing the information measures of the models, computing the residual useful lifetime (reliability) and many other useful tools ... (read for more description: Amini et al., 2022 <doi:10.1007/s00180-022-01248-x> and its arxiv version: <doi:10.48550/arXiv.2109.12489>).
| Version: | 0.4.2 |
| Depends: | R (≥ 4.3.0), CMAPSS, mvtnorm |
| Imports: | Rcpp, Rdpack, MASS, mice, progress, magic, splines2 |
| LinkingTo: | Rcpp |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2024-09-04 |
| DOI: | 10.32614/CRAN.package.hhsmm |
| Author: | Morteza Amini [aut, cre, cph], Afarin Bayat [aut], Reza Salehian [aut] |
| Maintainer: | Morteza Amini <morteza.amini at ut.ac.ir> |
| BugReports: | https://github.com/mortamini/hhsmm/issues |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| Citation: | hhsmm citation info |
| In views: | MissingData |
| CRAN checks: | hhsmm results |
| Reference manual: | hhsmm.pdf |
| Package source: | hhsmm_0.4.2.tar.gz |
| Windows binaries: | r-devel: hhsmm_0.4.2.zip, r-release: hhsmm_0.4.2.zip, r-oldrel: hhsmm_0.4.2.zip |
| macOS binaries: | r-release (arm64): hhsmm_0.4.2.tgz, r-oldrel (arm64): hhsmm_0.4.2.tgz, r-release (x86_64): hhsmm_0.4.2.tgz, r-oldrel (x86_64): hhsmm_0.4.2.tgz |
| Old sources: | hhsmm archive |
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